+652.8%
GS vs DHR
+210.6%
+442.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | +0.9% | -3.9% | +4.8% | +2.6% |
| 30D | -1.6% | +4.0% | -5.6% | -3.4% |
| 3M | -4.5% | +11.5% | -16.0% | -10.3% |
| 6M | +20.9% | +1.9% | +19.0% | +18.0% |
| YTD | +19.9% | -8.9% | +28.8% | +23.0% |
| 1Y | +41.4% | +5.1% | +36.3% | +34.7% |
| 3Y | +239.2% | -10.3% | +249.4% | +240.1% |
| 5Y | +185.0% | -27.8% | +212.8% | +210.1% |
| All | +652.8% | +210.6% | +442.2% | +251.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling